+934.0%
BE vs SMTC
+223.4%
+710.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.5% |
| 7D | +9.7% | +17.5% | -7.8% | +0.9% |
| 30D | +22.4% | +21.3% | +1.1% | +9.6% |
| 3M | +10.4% | +3.1% | +7.2% | +8.4% |
| 6M | +67.9% | +81.7% | -13.8% | +21.0% |
| YTD | +197.5% | +115.9% | +81.5% | +97.5% |
| 1Y | +310.6% | +157.8% | +152.7% | +155.6% |
| 3Y | +1,657.2% | +557.3% | +1,099.9% | +409.6% |
| 5Y | +1,218.2% | +114.7% | +1,103.5% | +642.8% |
| All | +934.0% | +223.4% | +710.5% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling